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ICMB vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICMB vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Investcorp Credit Management BDC, Inc. (ICMB) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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ICMB vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICMB
Investcorp Credit Management BDC, Inc.
-40.00%5.92%0.74%19.01%-18.96%15.99%-16.38%23.01%-13.98%-2.71%
VO
Vanguard Mid-Cap ETF
-0.68%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Returns By Period

In the year-to-date period, ICMB achieves a -40.00% return, which is significantly lower than VO's -0.68% return. Over the past 10 years, ICMB has underperformed VO with an annualized return of -2.60%, while VO has yielded a comparatively higher 10.67% annualized return.


ICMB

1D
-15.62%
1M
-44.14%
YTD
-40.00%
6M
-38.92%
1Y
-40.01%
3Y*
-10.81%
5Y*
-9.87%
10Y*
-2.60%

VO

1D
2.22%
1M
-5.86%
YTD
-0.68%
6M
-1.48%
1Y
12.73%
3Y*
12.61%
5Y*
6.66%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ICMB vs. VO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ICMB
ICMB Risk / Return Rank: 66
Overall Rank
ICMB Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ICMB Sortino Ratio Rank: 99
Sortino Ratio Rank
ICMB Omega Ratio Rank: 77
Omega Ratio Rank
ICMB Calmar Ratio Rank: 1010
Calmar Ratio Rank
ICMB Martin Ratio Rank: 00
Martin Ratio Rank

VO
VO Risk / Return Rank: 4646
Overall Rank
VO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VO Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICMB vs. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Investcorp Credit Management BDC, Inc. (ICMB) and Vanguard Mid-Cap ETF (VO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ICMBVODifference

Sharpe ratio

Return per unit of total volatility

-0.94

0.73

-1.67

Sortino ratio

Return per unit of downside risk

-1.19

1.12

-2.31

Omega ratio

Gain probability vs. loss probability

0.82

1.16

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.85

1.05

-1.90

Martin ratio

Return relative to average drawdown

-3.62

4.84

-8.46

ICMB vs. VO - Sharpe Ratio Comparison

The current ICMB Sharpe Ratio is -0.94, which is lower than the VO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ICMB and VO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ICMBVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.94

0.73

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.38

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.57

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.48

-0.60

Correlation

The correlation between ICMB and VO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ICMB vs. VO - Dividend Comparison

ICMB's dividend yield for the trailing twelve months is around 32.10%, more than VO's 1.51% yield.


TTM20252024202320222021202020192018201720162015
ICMB
Investcorp Credit Management BDC, Inc.
32.10%19.26%17.82%17.72%17.02%12.73%15.93%14.93%16.00%12.27%15.12%18.14%
VO
Vanguard Mid-Cap ETF
1.51%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Drawdowns

ICMB vs. VO - Drawdown Comparison

The maximum ICMB drawdown since its inception was -80.34%, which is greater than VO's maximum drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for ICMB and VO.


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Drawdown Indicators


ICMBVODifference

Max Drawdown

Largest peak-to-trough decline

-80.34%

-58.87%

-21.47%

Max Drawdown (1Y)

Largest decline over 1 year

-47.57%

-12.74%

-34.83%

Max Drawdown (5Y)

Largest decline over 5 years

-49.76%

-27.57%

-22.19%

Max Drawdown (10Y)

Largest decline over 10 years

-80.34%

-39.37%

-40.97%

Current Drawdown

Current decline from peak

-49.76%

-6.12%

-43.64%

Average Drawdown

Average peak-to-trough decline

-18.87%

-7.91%

-10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.19%

2.76%

+8.43%

Volatility

ICMB vs. VO - Volatility Comparison

Investcorp Credit Management BDC, Inc. (ICMB) has a higher volatility of 27.68% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that ICMB's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICMBVODifference

Volatility (1M)

Calculated over the trailing 1-month period

27.68%

4.89%

+22.79%

Volatility (6M)

Calculated over the trailing 6-month period

36.45%

9.72%

+26.73%

Volatility (1Y)

Calculated over the trailing 1-year period

42.61%

17.57%

+25.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.51%

17.62%

+18.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.42%

18.94%

+24.48%